검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Optimal reflection of diffusions and barrier options pricing under constraints Bouchard B SIAM Journal on Control and Optimization, 47(4), 1785, 2008 |
| 2 |
Boundary sensitivities for diffusion processes in time dependent domains Costantini C, Gobet E, El Karoui N Applied Mathematics and Optimization, 54(2), 159, 2006 |